My little brother was always told that he was very special in that he was actually picked, a chosen son - which was different then the first 5 kids my parents had together (we were born into the family). We 5 kids all chipped in part of our allowance to pay for his adoption papers so we could all be a part of the process. Little Brother is very happy to be a son and brother in our family - and has also stated he has the best of both worlds because he gets our families outlook and way of conversing without sharing in our heredity (assorted bi-polar, some illnesses, stuff like that - he calls our blood a toxic substance
).
So tell your #1 daughter from the start that she is special because she was actually a choice of yours, and the other daughter is special because she shares parts of both her sister and you by birth.